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Th�eorie probabiliste du contr�ole des diffusions / [electronic resource] Jean-Michel Bismut.

By: Material type: TextTextLanguage: French Summary language: English Series: Memoirs of the American Mathematical Society ; no. l67.Publication details: Providence, R.I. : American Mathematical Society, 1976.Description: 1 online resource (xiii, 130 p.)ISBN:
  • 9781470406790 (online)
Subject(s): Additional physical formats: Th�eorie probabiliste du contr�ole des diffusions /DDC classification:
  • 510/.8 s 519.2/3
LOC classification:
  • QA3 .A57 no. 167 QA274.75
Online resources:
Contents:
I. Rappels II. Problemes de controle stochastique: Methode generale III. Les diffusions et leurs martingales IV. Le probleme de controle des diffusions V. Applications aux processus tues sur un borelien VI. Processus �a mort control�ee et applications VII. Glissement optimal sur une fronti�ere
Item type: E-BOOKS
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IMSc Library Link to resource Available EBK12620

Summary in English.

Bibliography: p. 119.

I. Rappels II. Problemes de controle stochastique: Methode generale III. Les diffusions et leurs martingales IV. Le probleme de controle des diffusions V. Applications aux processus tues sur un borelien VI. Processus �a mort control�ee et applications VII. Glissement optimal sur une fronti�ere

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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

Mode of access : World Wide Web

Description based on print version record.

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